Add to ORKGThis paper examines the relation between stock returns and stock market volatility. We find evidence that the expected market risk premium (the expected return on a stock portfolio minus the Treasury bill yield) is positively related to the predictable volatility of stock returns. There is also evidence that unexpected stock market returns are negatively related to the unexpected change in the volatility of stock returns. This negative relation provides indirect evidence of a positive relation between expected risk premiums and volatility
Volatility is an integral and inescapable variable of financial engineering, modeling, and finance t...
This paper examines the stock market returns and volatility relationship using US daily returns from...
The authors examine whether volatility risk is a priced risk factor in securities returns. Zero-beta...
This paper examines the relation between stock returns and stock market volatility. We find evidence...
This paper attempts to explain the negative correlation between stock market returns in the United S...
This article investigates the intertemporal relation between volatility spreads and expected returns...
<div><p>This article investigates the intertemporal relation between volatility spreads and expected...
There is an ongoing debate in the literature about the apparent weak or negative relation between ri...
This article examines the behavior of common stock return volatility forecasts implied by call optio...
One of the foundations of financial economics is the idea that rational investors will discount stoc...
Price volatility presents the investor possibilities and opportunities to buy securities at cheap pr...
A research project submitted in partial fulfillment of the requirements for the Degree of Bachelor o...
There is an ongoing debate in the literature about the apparent weak or negative relation between ri...
Cataloged from PDF version of article.This paper examines the stock market returns and volatility re...
This paper examines the potential influence of changing volatility in stock market prices on the lev...
Volatility is an integral and inescapable variable of financial engineering, modeling, and finance t...
This paper examines the stock market returns and volatility relationship using US daily returns from...
The authors examine whether volatility risk is a priced risk factor in securities returns. Zero-beta...
This paper examines the relation between stock returns and stock market volatility. We find evidence...
This paper attempts to explain the negative correlation between stock market returns in the United S...
This article investigates the intertemporal relation between volatility spreads and expected returns...
<div><p>This article investigates the intertemporal relation between volatility spreads and expected...
There is an ongoing debate in the literature about the apparent weak or negative relation between ri...
This article examines the behavior of common stock return volatility forecasts implied by call optio...
One of the foundations of financial economics is the idea that rational investors will discount stoc...
Price volatility presents the investor possibilities and opportunities to buy securities at cheap pr...
A research project submitted in partial fulfillment of the requirements for the Degree of Bachelor o...
There is an ongoing debate in the literature about the apparent weak or negative relation between ri...
Cataloged from PDF version of article.This paper examines the stock market returns and volatility re...
This paper examines the potential influence of changing volatility in stock market prices on the lev...
Volatility is an integral and inescapable variable of financial engineering, modeling, and finance t...
This paper examines the stock market returns and volatility relationship using US daily returns from...
The authors examine whether volatility risk is a priced risk factor in securities returns. Zero-beta...